World Scientific Publishing Co

An Informal Introduction to Stochastic Calculus with Applications

Sale price Price $64.99 Regular price

ISBN: 9789814689915
Publisher: World Scientific Publishing Co
Publication Date: 2015-08-11
Number of pages: 332
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"A mathematical textbook has to introduce the necessary notions if it wants to follow the traditional path. The present textbook succeeds in giving a solution to the problem . . . It is a useful addition to the literature of stochastic calculus." Mathematical Reviews Clippings The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author aims to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus.

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